| 一类相依时序的两个重要分布 |
| |
| 引用本文： | 蒋莹莹.一类相依时序的两个重要分布[J].四川理工学院学报(自然科学版),2011,24(3):278-280. |
| |
| 作者姓名： | 蒋莹莹 |
| |
| 作者单位： | 四川理工学院理学院,四川自贡,643000 |
| |
| 基金项目： | 四川理工学院理学院自然科学研究项目 |
| |
| 摘 要： | {Xi,i≥1}为平稳标准化正态时间序列,相关系数ρn=Cov(X,Xi+n).文章在经典相依条件ρnlogn →ρ∈(0,∞)（n→∞）下,得到了该时序的最大值和次最大值、次最大值和位置的两个分布.从结果可以发现,此时的次最大值和位置不是渐近独立.这些结果是经典极值理论定理1、定理2的强相依情形的推广,对相依时序的统...
|
| 关 键 词： | 相依时列 第k个最大值 联合分布 |
Two Important Distributions of a Kind of Time Series |
| |
| JIANG Ying-ying.Two Important Distributions of a Kind of Time Series[J].Journal of Sichuan University of Science & Engineering:Natural Science Editton,2011,24(3):278-280. |
| |
| Authors: | JIANG Ying-ying |
| |
| Institution: | JIANG Ying-ying(School of Science,Sichuan University of Science & Engineering,Zigong 643000,China) |
| |
| Abstract: | Let {Xi,i≥1} be a standard normal time series with ρn=Cov(Xi,Xi+n).The paper obtained two distributions of the first maximum and the second maximum,the second maximum and its location under the condition ρnlogn→ρ∈(0,∞)(n→∞).The results in the paper show the second maximum and its location aren't gradually independent,which are expansions of Theorem A and Theorem B in the classical extreme value theory. |
| |
| Keywords: | strong dependent time series the k th largest maximum joint asymptotic distribution |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
